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US EURODLR FUTURES

Post-LIBOR Settle Update

LIBOR

CHF LIBOR - 08/12/2021

LIBOR

JPY LIBOR - 08/12/2021

LIBOR

USD LIBOR - 08/12/2021

Post-LIBOR Settle Update

US EURODLR FUTURES
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Lead quarterly back to steady after latest 3M LIBOR set' -0.00437 to 0.12388% (+0.00025/wk), levels hold moderately weaker out the strip:

  • Dec 21 steady at 99.815
  • Mar 22 -0.010 at 99.790
  • Jun 22 -0.015 at 99.680
  • Sep 22 -0.020 at 99.520
  • Red Pack (Dec 22-Sep 23) -0.025 to -0.02
  • Green Pack (Dec 23-Sep 24) -0.02
  • Blue Pack (Dec 24-Sep 25) -0.025 to -0.02
  • Gold Pack (Dec 25-Sep 26) -0.025